CSCI-5254 (3) Convex Optimization and Its Applications

Discuss basic convex analysis (convex sets, functions and optimization problems), optimization theory (linear, quadratic, semidefinite and geometric programming; optimality conditions and duality theory), some optimization algorithms (descent methods and interior-point methods), basic applications (in signal processing, control, communications, networks, statistics, machine learning, circuit design and mechanical engineering, etc.), and some advanced topics (distributed decomposition, exact convex relaxation, parsimonious recovery). Requisites: Restricted to Computer Science (CSEN) graduate students or Computer Science Concurrent Degree majors only.